+1,591.4%
AMAT vs VIG
+241.8%
+1,349.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.1% |
| 7D | -1.5% | -0.4% | -1.1% | -0.8% |
| 30D | -14.8% | -1.0% | -13.8% | -13.5% |
| 3M | -9.3% | +2.8% | -12.0% | -12.9% |
| 6M | +27.4% | +8.2% | +19.2% | +12.8% |
| YTD | +77.6% | +11.0% | +66.5% | +51.3% |
| 1Y | +188.9% | +16.1% | +172.8% | +129.5% |
| 3Y | +202.3% | +56.2% | +146.1% | +51.8% |
| 5Y | +248.9% | +63.0% | +185.9% | +70.8% |
| All | +1,591.4% | +241.8% | +1,349.6% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling